NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 3.574 3.651 0.077 2.2% 3.460
High 3.670 3.743 0.073 2.0% 3.545
Low 3.570 3.651 0.081 2.3% 3.400
Close 3.659 3.738 0.079 2.2% 3.536
Range 0.100 0.092 -0.008 -8.0% 0.145
ATR 0.089 0.089 0.000 0.2% 0.000
Volume 7,248 14,049 6,801 93.8% 44,576
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.987 3.954 3.789
R3 3.895 3.862 3.763
R2 3.803 3.803 3.755
R1 3.770 3.770 3.746 3.787
PP 3.711 3.711 3.711 3.719
S1 3.678 3.678 3.730 3.695
S2 3.619 3.619 3.721
S3 3.527 3.586 3.713
S4 3.435 3.494 3.687
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.929 3.877 3.616
R3 3.784 3.732 3.576
R2 3.639 3.639 3.563
R1 3.587 3.587 3.549 3.613
PP 3.494 3.494 3.494 3.507
S1 3.442 3.442 3.523 3.468
S2 3.349 3.349 3.509
S3 3.204 3.297 3.496
S4 3.059 3.152 3.456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.743 3.423 0.320 8.6% 0.087 2.3% 98% True False 10,515
10 3.743 3.400 0.343 9.2% 0.081 2.2% 99% True False 10,255
20 3.743 3.241 0.502 13.4% 0.090 2.4% 99% True False 9,189
40 3.743 3.222 0.521 13.9% 0.089 2.4% 99% True False 7,405
60 3.763 3.222 0.541 14.5% 0.089 2.4% 95% False False 6,326
80 3.763 3.150 0.613 16.4% 0.088 2.4% 96% False False 5,513
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.134
2.618 3.984
1.618 3.892
1.000 3.835
0.618 3.800
HIGH 3.743
0.618 3.708
0.500 3.697
0.382 3.686
LOW 3.651
0.618 3.594
1.000 3.559
1.618 3.502
2.618 3.410
4.250 3.260
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 3.724 3.703
PP 3.711 3.667
S1 3.697 3.632

These figures are updated between 7pm and 10pm EST after a trading day.

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